Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
27/02/2025 | 9.77% | 0.88 CHF | 0.96 CHF | 280,000 | 280,000 | 83,110 | 83,110 | 71,282 CHF | 78,151 CHF | 99.29% | 99.29% |
26/02/2025 | 9.92% | 0.86 CHF | 0.94 CHF | 280,000 | 280,000 | 84,029 | 84,029 | 70,825 CHF | 77,780 CHF | 100.00% | 100.00% |
25/02/2025 | 10.02% | 0.79 CHF | 0.87 CHF | 290,000 | 290,000 | 82,959 | 82,959 | 68,690 CHF | 75,570 CHF | 100.00% | 100.00% |
21/02/2025 | 9.10% | 1.03 CHF | 1.11 CHF | 230,000 | 230,000 | 70,458 | 70,458 | 72,254 CHF | 78,450 CHF | 99.92% | 99.92% |
20/02/2025 | 9.20% | 0.93 CHF | 1.01 CHF | 250,000 | 250,000 | 71,929 | 71,929 | 66,604 CHF | 72,542 CHF | 99.70% | 99.70% |
19/02/2025 | 9.24% | 0.97 CHF | 1.05 CHF | 250,000 | 250,000 | 69,370 | 69,370 | 68,056 CHF | 73,908 CHF | 99.66% | 99.66% |
18/02/2025 | 8.97% | 1.02 CHF | 1.10 CHF | 230,000 | 230,000 | 64,653 | 64,653 | 65,759 CHF | 71,200 CHF | 99.25% | 99.25% |
17/02/2025 | 9.28% | 1.03 CHF | 1.13 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 20,447 CHF | 22,435 CHF | 100.00% | 100.00% |
14/02/2025 | 8.24% | 1.07 CHF | 1.15 CHF | 240,000 | 240,000 | 70,115 | 69,899 | 76,922 CHF | 82,572 CHF | 94.56% | 94.56% |
13/02/2025 | 8.94% | 0.95 CHF | 1.03 CHF | 250,000 | 250,000 | 69,812 | 69,812 | 66,109 CHF | 71,849 CHF | 99.90% | 99.90% |